c) The following data are available to you as portfolio manager: Security Beta Standard deviation A B D E Market Index Govt. Security Estimated return (%) 35 32 28 14 12.0 15 2.5 1.8 1.2 1.0 0.5 1.0 55 45 35 30 20 18 8 0 0 Requirements: i. In terms of the security market line, which of the securities listed above are overpriced? ii. Assuming that a portfolio is constructed using equal proportions of the five securities listed above, calculate the expected return and risk of such a portfolio